Hauntings information from Cry of the Banshee, by Susan Sheppard:
Many years ago, a man by the name of Ed Koons lived near what is the park entrance. Ed was blind, which led to him being even MORE vulnerable to the verbal and even physical abuse he suffered from his wife and his mother-in-law. The only way Ed knew to escape the cruel taunting and abuse was to take his own life. Legend has it he hung himself from a large tree near his home.
For years, people have claimed that they've seen the apparition of Ed's lifeless body hanging from the tree, illuminated by their car's headlights. In the 1960s, a popular Lover's Lane legend was born out of the ghost stories. It is said that teens that would go to park near the entrance would hear banging on the car, only to find a man's hand prints in the dust when they checked.
Even today, the legend persists. Visitors on foot have reported hearing the spirit of Ed walking along the gravel path to the main lodge behind them, and some have reported only what can be described as a metal barrel on legs, wobbling through the trees in the area of the suicide.
Without getting the opportunity to visit Ritchie County, I haven't been able to find any historical sources to back these legends up. However, I was able to look at VERY limited genealogical information online. While I couldn't find any Koons families living in the area yet, I did find several families with the name of Kearns or Kearnes.
There's another ghost legend attached to this particular area of Ritchie County contained within park limits. Way before the park was built, around the turn of the century, the area was home to a small oil boom, with oil wells dotting the country side. Near the site of Jug Handle Campground, there was a horrible accident. An oil well exploded, killing one of the workers, and literally blowing him apart. His fellow workers gathered his body up to bury it, but they never found his head.
A few years after the death of the oil worker, the small dirt road called Park Road that led between Cairo and Harrisville, became a place of legend. A man named Furr was running the equivalent of a taxi service along this road. He'd pick up the oil workers at their camp, and drive them along in his buggy to the well sites. On one of these return trips, Furr stopped at a shallow creek to allow his horses a drink. As the horses were refreshing themselves, the back of the buggy bumped, as if someone was climbing in. Furr turned to see who was playing a trick or hitching a ride, and what he saw shocked him. Clinging to the back of the buggy was a figure of a man...a figure with no head, only a bloody stump visible below the shirt collar. In a panic, he drove the horses back to the campsite, all while the bloody figure clung to the back of the buggy. By the time Furr arrived back at the campsite, the figure was gone, leaving the shaken man sure that he had seen the ghost of the decapitated oil worker.
Today, the state park, named for a bend in the Hughes River, is most noted for its 72 miles of Rail Trails, a series of old railroad trails and tunnels that are now used for hiking and biking trails. It is in one of these nearby tunnels, tunnel 19 (more popularly known as Silver Run Tunnel), where Ritchie County's most popular ghost is said to roam.